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Feature engineering
L´eon Bottou
COS 424 – 4/22/2010
Summary
Summary
I. The importance of features
II. Feature relevance
III. Selecting features
IV. Learning features
L´eon Bottou 2/29 COS 424 – 4/22/2010
I. The importance of features
L´eon Bottou 3/29 COS 424 – 4/22/2010
Simple linear models
People like simple linear models with convex loss functions
– Training has a unique solution.
– Easy to analyze and easy to debug.
Which basis functions Φ?
– Also called the features.
Many basis functions
– Poor testing performance.
Few basis functions
– Poor training performance, in general.
– Good training performance if we pick the right ones.
– The testing performance is then good as well.
L´eon Bottou 4/29 COS 424 – 4/22/2010
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